-92.7%
MSTU vs TENB
+11.6%
-104.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.7% |
| 7D | +21.3% | -9.1% | +30.4% | +29.9% |
| 30D | +90.8% | -4.9% | +95.7% | +94.7% |
| 3M | -6.8% | +16.9% | -23.7% | -21.5% |
| 6M | -39.8% | +68.0% | -107.8% | -66.0% |
| YTD | -55.7% | +45.6% | -101.2% | -70.7% |
| 1Y | -92.7% | +12.7% | -105.4% | -92.0% |
| All | -92.7% | +11.6% | -104.3% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling